1st step: go to "spherical coordinates" and integrating out the [itex]\phi[/itex]... [itex]u = \cos \theta[/itex]
2nd step: Integrating wrt to [itex]u[/itex], will give a difference of [itex]e^{i~something} - e^{-i~something} \propto \sin (something)[/itex]. In fact I wouldn't ever write it in terms of sin...
3rd step: uses that he has two integrals one with the exponential with + and the other with the exponential with - ... then changes the integration variable of the one from k to -k, and gets this result.
4th step: factorizes the denominator.
5th step and then final: solves the (complex) integral
If you want to see a step in more details, you can ask for a specific one.